Strategy (Marketcetera Platform 2.2.0 API)

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org.marketcetera.strategy.ruby
Class Strategy

java.lang.Object
  org.marketcetera.strategy.AbstractRunningStrategy
      org.marketcetera.strategy.ruby.Strategy

All Implemented Interfaces:: RunningStrategy

public class Strategy
extends AbstractRunningStrategy
extends AbstractRunningStrategy

RunningStrategy implementation for Ruby strategies to extend.

Since:: 1.0.0
Version:: $Id: Strategy.java 16154 2012-07-14 16:34:05Z colin $
Author:: Colin DuPlantis

Constructor Summary
`Strategy()`

Method Summary
`void`	`cancel_all_data_requests()` Cancels all data requests for this `Strategy`.
`int`	`cancel_all_orders()` Submits cancel requests for all `OrderSingle` open orders owned by the strategy's owner.
`void`	`cancel_data_flow(DataFlowID inDataFlowID)` Cancels a data flow identified by the supplied data flow ID.
`void`	`cancel_data_request(int inRequestID)` Cancels a given data request.
`OrderCancel`	`cancel_order(OrderID inOrderID, boolean inSendOrder)` Submits a request to cancel the `OrderSingle` with the given `OrderID`.
`OrderReplace`	`cancel_replace(OrderID inOrderID, OrderSingle inNewOrder, boolean inSendOrder)` Submits a cancel-replace order for the given `OrderID` with the given `Order`.
`DataFlowID`	`create_data_flow(boolean inAppendDataSink, DataRequest[] inRequests)` Initiates a data flow request.
`void`	`debug(String inMessage)` Emits the given debug message to the strategy log output.
`void`	`error(String inMessage)` Emits the given error message to the strategy log output.
`Map<PositionKey<Future>,BigDecimal>`	`get_all_future_positions_as_of(Date inDate)` Gets all open `Future` positions at the given point in time.
`Map<PositionKey<Option>,BigDecimal>`	`get_all_option_positions_as_of(Date inDate)` Gets all open `Option` positions at the given point in time.
`Map<PositionKey<Equity>,BigDecimal>`	`get_all_positions_as_of(Date inDate)` Gets all open `Equity` positions at the given point in time.
`BrokerStatus[]`	`get_brokers()` Returns the list of brokers known to the system.
`Deque<ReportBase>`	`get_execution_reports(OrderID inOrderID)` Gets the `ReportBase` values representing the order history of the given `OrderID`.
`BigDecimal`	`get_future_position_as_of(Date inDate, String inUnderlyingSymbol, FutureExpirationMonth inExpirationMonth, int inExpirationYear)` Gets the position in the given `Future` at the given point in time.
`Set<OrderID>`	`get_open_order_ids()` Returns the list of `OrderID` values for open orders created in this session in the order they were submitted.
`Collection<ExecutionReport>`	`get_open_orders()` Gets the collection of open orders represented by the most recent `ExecutionReport`.
`BigDecimal`	`get_option_position_as_of(Date inDate, String inOptionRoot, String inExpiry, BigDecimal inStrikePrice, OptionType inType)` Gets the position in the given `Option` at the given point in time.
`Map<PositionKey<Option>,BigDecimal>`	`get_option_positions_as_of(Date inDate, String[] inOptionRoots)` Gets open positions for the options specified by the given option roots at the given point in time.
`Collection<String>`	`get_option_roots(String inUnderlying)` Gets the set of of known option roots for the given underlying symbol.
`OrderStatus`	`get_order_status(OrderID inOrderID)` Gets the `OrderStatus` for the given `OrderID`.
`String`	`get_parameter(String inName)` Gets the parameter associated with the given name.
`BigDecimal`	`get_position_as_of(Date inDate, String inSymbol)` Gets the position in the given `Equity` at the given point in time.
`String`	`get_property(String inName)` Gets the property associated with the given name.
`Set<OrderID>`	`get_submitted_order_ids()` Returns the list of open order IDs created during this session in the order they were submitted.
`String`	`get_underlying(String inOptionRoot)` Gets the underlying symbol for the given option root, if available.
`ModuleURN`	`get_urn()` Gets the `ModuleURN` of this strategy.
`Properties`	`get_user_data()` Gets the user data associated with the current user.
`void`	`info(String inMessage)` Emits the given info message to the strategy log output.
`void`	`notify_high(String inSubject, String inBody)` Creates and issues a `Notification` at high priority.
`void`	`notify_low(String inSubject, String inBody)` Creates and issues a `Notification` at low priority.
`void`	`notify_medium(String inSubject, String inBody)` Creates and issues a `Notification` at medium priority.
`protected void`	`on_ask(AskEvent inAsk)` Invoked when the `Strategy` receives an `AskEvent`.
`protected void`	`on_bid(BidEvent inBid)` Invoked when the `Strategy` receives a `BidEvent`.
`protected void`	`on_callback(Object inData)` Invoked when the `Strategy` receives a callback requested via `request_callback_at(Date, Object)` or `request_callback_after(long, Object)`.
`protected void`	`on_cancel_reject(OrderCancelReject inCancelReject)` Invoked when the `Strategy` receives an `OrderCancelReject`.
`protected void`	`on_dividend(DividendEvent inStatistics)` Invoked when the `Strategy` receives a `DividendEvent`.
`protected void`	`on_execution_report(ExecutionReport inExecutionReport)` Invoked when the `Strategy` receives an `ExecutionReport`.
`protected void`	`on_marketstat(MarketstatEvent inStatistics)` Invoked when the `Strategy` receives a `MarketstatEvent`.
`protected void`	`on_other(Object inEvent)` Invoked when the `Strategy` receives an object that does not fit any of the other categories.
`protected void`	`on_start()` Called when a strategy is started.
`protected void`	`on_stop()` Called when a strategy is about to be stopped.
`protected void`	`on_trade(TradeEvent inTrade)` Invoked when the `Strategy` receives a `TradeEvent`.
`void`	`onAsk(AskEvent inAsk)` Indicates an `AskEvent` has been received.
`void`	`onBid(BidEvent inBid)` Indicates a `BidEvent` has been received.
`void`	`onCallback(Object inData)` Indicates a scheduled callback has been executed.
`void`	`onCancelReject(OrderCancelReject inCancel)` Indicates an `OrderCancelReject` has been received.
`void`	`onDividend(DividendEvent inDividend)` Indicates a `DividendEvent` has been received.
`void`	`onExecutionReport(ExecutionReport inExecutionReport)` Indicates an `ExecutionReport` has been received.
`void`	`onMarketstat(MarketstatEvent inStatistics)` Indicates a `MarketstatEvent` has been received.
`void`	`onOther(Object inEvent)` Indicates an object has been sent that does not fit any of the other callbacks.
`void`	`onStart()` Called when a strategy is started.
`void`	`onStop()` Called when a strategy is about to be stopped.
`void`	`onTrade(TradeEvent inTrade)` Indicates a `TradeEvent` has been received.
`void`	`request_callback_after(long inDelay, Object inData)` Requests a callback after a specified delay in milliseconds.
`void`	`request_callback_at(Date inDate, Object inData)` Requests a callback at a specific point in time.
`void`	`request_callback_every(long inDelay, long inPeriod, Object inData)` Requests a callback periodically after a specified period in milliseconds.
`int`	`request_cep_data(String[] inStatements, String inSource)` Creates a complex event processor request.
`int`	`request_market_data(MarketDataRequest inRequest)` Creates a market data request.
`int`	`request_market_data(String inRequest)` Creates a market data request.
`int`	`request_processed_market_data(MarketDataRequest inRequest, String[] inStatements, String inCepSource)` Requests market data processed by the given complex event processor from the given source.
`int`	`request_processed_market_data(String inRequest, String[] inStatements, String inCepSource)` Requests market data processed by the given complex event processor from the given source.
`void`	`send_event_to_cep(Event inEvent, String inProvider)` Sends the given event to the CEP module indicated by the provider.
`void`	`send_event(Event inEvent)` Sends the given event to the appropriate subscribers.
`void`	`send_message(Message inMessage, BrokerID inBroker)` Sends a `FIX` message to all subscribers to which orders are sent.
`boolean`	`send(Object inData)` Sends an order to order subscribers.
`void`	`set_property(String inKey, String inValue)` Sets the given key to the given value in the storage area common to all running strategies.
`void`	`set_user_data(Properties inData)` Sets the user data associated with the current user.
`void`	`suggest_trade(OrderSingle inOrder, BigDecimal inScore, String inIdentifier)` Suggests a trade.
`void`	`warn(String inMessage)` Emits the given warn message to the strategy log output.

Methods inherited from class org.marketcetera.strategy.AbstractRunningStrategy
cancelAllDataRequests, cancelAllOrders, cancelDataFlow, cancelDataRequest, cancelOrder, cancelReplace, createDataFlow, getAllFuturePositionsAsOf, getAllOptionPositionsAsOf, getAllPositionsAsOf, getBrokers, getExecutionReports, getFuturePositionAsOf, getOpenOrderIDs, getOpenOrders, getOptionPositionAsOf, getOptionPositionsAsOf, getOptionRoots, getOrderStatus, getParameter, getPositionAsOf, getProperty, getReportHistoryOriginDate, getSubmittedOrderIDs, getUnderlying, getURN, getUserData, initializeReportHistoryManager, requestCallbackAfter, requestCallbackAt, requestCallbackEvery, requestCEPData, requestMarketData, requestMarketData, requestProcessedMarketData, requestProcessedMarketData, sendEvent, sendEventToCEP, sendMessage, sendNotification, setProperty, setUserData, suggestTrade, toString

Methods inherited from class org.marketcetera.strategy.AbstractRunningStrategy

cancelAllDataRequests, cancelAllOrders, cancelDataFlow, cancelDataRequest, cancelOrder, cancelReplace, createDataFlow, getAllFuturePositionsAsOf, getAllOptionPositionsAsOf, getAllPositionsAsOf, getBrokers, getExecutionReports, getFuturePositionAsOf, getOpenOrderIDs, getOpenOrders, getOptionPositionAsOf, getOptionPositionsAsOf, getOptionRoots, getOrderStatus, getParameter, getPositionAsOf, getProperty, getReportHistoryOriginDate, getSubmittedOrderIDs, getUnderlying, getURN, getUserData, initializeReportHistoryManager, requestCallbackAfter, requestCallbackAt, requestCallbackEvery, requestCEPData, requestMarketData, requestMarketData, requestProcessedMarketData, requestProcessedMarketData, sendEvent, sendEventToCEP, sendMessage, sendNotification, setProperty, setUserData, suggestTrade, toString

Methods inherited from class java.lang.Object
`clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait`

Constructor Detail

Strategy

public Strategy()

Method Detail